CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 09-Oct-2023
Day Change Summary
Previous Current
06-Oct-2023 09-Oct-2023 Change Change % Previous Week
Open 0.7308 0.7351 0.0043 0.6% 0.7361
High 0.7351 0.7381 0.0030 0.4% 0.7361
Low 0.7308 0.7350 0.0042 0.6% 0.7280
Close 0.7346 0.7381 0.0036 0.5% 0.7346
Range 0.0043 0.0031 -0.0012 -27.9% 0.0081
ATR 0.0027 0.0028 0.0001 2.3% 0.0000
Volume 22 7 -15 -68.2% 140
Daily Pivots for day following 09-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7464 0.7453 0.7398
R3 0.7433 0.7422 0.7390
R2 0.7402 0.7402 0.7387
R1 0.7391 0.7391 0.7384 0.7397
PP 0.7371 0.7371 0.7371 0.7373
S1 0.7360 0.7360 0.7378 0.7366
S2 0.7340 0.7340 0.7375
S3 0.7309 0.7329 0.7372
S4 0.7278 0.7298 0.7364
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7572 0.7540 0.7390
R3 0.7491 0.7459 0.7368
R2 0.7410 0.7410 0.7360
R1 0.7378 0.7378 0.7353 0.7353
PP 0.7329 0.7329 0.7329 0.7317
S1 0.7297 0.7297 0.7338 0.7272
S2 0.7248 0.7248 0.7331
S3 0.7167 0.7216 0.7323
S4 0.7086 0.7135 0.7301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7381 0.7280 0.0101 1.4% 0.0034 0.5% 100% True False 24
10 0.7476 0.7280 0.0196 2.7% 0.0026 0.4% 52% False False 16
20 0.7478 0.7280 0.0198 2.7% 0.0017 0.2% 51% False False 9
40 0.7478 0.7280 0.0198 2.7% 0.0015 0.2% 51% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7513
2.618 0.7462
1.618 0.7431
1.000 0.7412
0.618 0.7400
HIGH 0.7381
0.618 0.7369
0.500 0.7366
0.382 0.7362
LOW 0.7350
0.618 0.7331
1.000 0.7319
1.618 0.7300
2.618 0.7269
4.250 0.7218
Fisher Pivots for day following 09-Oct-2023
Pivot 1 day 3 day
R1 0.7376 0.7364
PP 0.7371 0.7347
S1 0.7366 0.7331

These figures are updated between 7pm and 10pm EST after a trading day.

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